SCMB vs SPY 1 Year Daily ReturnsSCMB has a beta of -0.05. In the past year, SCMB has been inversely correlated with the S&P500.

SCMB Historical BetaSince 2024-07-17, the beta for SCMB changed by -0.12 and had an average of -0.05.

SCMB Sharpe RatioSCMB has a 1 year sharpe of -0.03 which is -0.37 compared to the S&P500.

SCMB Daily P/L Normal DistributionSCMB has a P/L mean of -0.19% and a std dev of 3.15%. A daily 1σ move is between $NaN and $NaN.

SCMB 1 Year DrawdownSCMB had a max drawdown of 53.07% in the previous year.

SCMB Yearly Drawdown DurationSCMB has an average drawdown duration of 38.29 days every year.